Acknowledgements: We thank two anonymous referees and the Editor, Dr Kee Chung for helpful comments and suggestions. Any remaining errors and omissions are the authors’ responsibility.
Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market*
Article first published online: 18 OCT 2012
© 2012 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 41, Issue 5, pages 590–609, October 2012
How to Cite
Lee, Y.-H., Lin, C.-T. and Chiang, S.-M. (2012), Exploring Forecast Error and the Informational Content of Implied Volatility in the Taiwan Market. Asia-Pacific Journal of Financial Studies, 41: 590–609. doi: 10.1111/j.2041-6156.2012.01083.x
- Issue published online: 18 OCT 2012
- Article first published online: 18 OCT 2012
- Received 14 March 2011; Accepted 13 July 2012
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